+36.6%
CTS price history and return analytics
+20.4%
+16.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | -13.1% | -0.7% | -12.4% | -12.2% |
| 3M | -15.2% | +4.0% | -19.2% | -19.8% |
| 6M | +18.4% | +12.3% | +6.1% | +1.9% |
| YTD | +31.1% | +14.0% | +17.1% | +9.7% |
| 1Y | +36.6% | +20.3% | +16.3% | -0.1% |
| All | +36.6% | +20.4% | +16.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling